The explicit series solution of SIR and SIS epidemic models

In this paper the SIR and SIS epidemic models in biology are solved by means of an analytic technique for nonlinear problems, namely the homotopy analysis method (HAM). Both of the SIR and SIS models are described by coupled nonlinear differential equations. A one-parameter family of explicit series solutions are obtained for both models. This parameter has no physical meaning but provides us with a simple way to ensure convergent series solutions to the epidemic models. Our analytic results agree well with the numerical ones. This analytic approach is general and can be applied to get convergent series solutions of some other coupled nonlinear differential equations in biology.     

Implicit difference methods for Hamilton-Jacobi functional differential equations

Classical solutions of initial boundary value problems are approximated by solutions of associated implicit difference functional equations. A stability result is proved by using a comparison technique with nonlinear estimates of the Perron type for given functions. The Newton method is used to numerically solve nonlinear equations generated by implicit difference schemes. It is shown that there are implicit difference schemes which are convergent whereas the corresponding explicit difference methods are not. The results obtained can be applied to differential integral problems and differential equations with deviated variables.     

On the explicit,purely analytic solution of Von Kármán swirling viscous flow

A new analytic method for highly nonlinear problems, namely the homotopy analysis method, is applied to solve the Von Kármán swirling viscous flow, governed by a set of two fully coupled differential equations with strong nonlinearity. An explicit, purely analytic and uniformly valid solution is given, which agrees well with numerical results.     

Explicit and exact solutions to cubic Duffing and double-well Duffing equations

In this paper, a kind of explicit exact solution of nonlinear differential equations is obtained using a new approach applied in this case to look for exact solutions of the Duffing and double-well Duffing equations. The new proposed procedure is applied by using a quotient trigonometric function expansion method. The method can also be easily applied to solve other nonlinear differential equations.     

Numerical method of lines for parabolic functional differential equations

Initial boundary value problems for nonlinear parabolic functional differential equations are transformed by discretization in space variables into systems of ordinary functional differential equations. A comparison theorem for differential difference inequalities is proved. Sufficient conditions for the convergence of the numerical method of lines are given. An explicit Euler method is proposed for the numerical solution of systems thus obtained. This leads to difference scheme for the original problem. A complete convergence analysis for the method is given.     

Analytic Solutions of Noyes-Field System for Belousov-Zhabotinskii Reaction

Painlevé analysis is applied to analytic solutions of Noyes-Field system for Belousov-Zhabotinskii reaction. Some explicit travelling wave solutions are presented. The technique in this paper is also useful for other systems of nonlinear partial differential equations which may be integrable or non integrable.     

Solving nonlinear fractional partial differential equations using the homotopy analysis method

In this article, the homotopy analysis method is applied to solve nonlinear fractional partial differential equations. On the basis of the homotopy analysis method, a scheme is developed to obtain the approximate solution of the fractional KdV, K(2,2), Burgers, BBM‐Burgers, cubic Boussinesq, coupled KdV, and Boussinesq‐like B(m,n) equations with initial conditions, which are introduced by replacing some integer‐order time derivatives by fractional derivatives. The homotopy analysis method for partial differential equations of integer‐order is directly extended to derive explicit and numerical solutions of the fractional partial differential equations. The solutions of the studied models are calculated in the form of convergent series with easily computable components. The results of applying this procedure to the studied cases show the high accuracy and efficiency of the new technique. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Oscillation properties of nonlinear impulsive delay differential equations and applications to population models

Comparison theorem and explicit sufficient conditions are obtained for oscillation and nonoscillation of solutions of nonlinear impulsive delay differential equations which can be utilized to population dynamic models. Our results in this paper generalize and improve several known results.     

How does innovation''''s tail risk determine marginal tail risk of a stationary financial time series?

We discuss the relationship between the marginal tail risk probability and theinnovation's tail risk probability for some stationary financial time series models. We firstgive the main results on the tail behavior of a class of infinite weighted sums of randomvariables with heavy-tailed probabilities. And then, the main results are applied to threeimportant types of time series models; infinite order moving averages, the simple bilineartime series and the solutions of stochastic difference equations. The explicit formulasare given to describe how the marginal tail probabilities come from the innovation's tailprobabilities for these time series. Our results can be applied to the tail estimation of timeseries and are useful for risk analysis in finance.     

Symbolic computation of some new nonlinear partial differential equations of nanobiosciences using modified extended tanh-function method

By means of computerized symbolic computation and a modified extended tanh-function method the multiple travelling wave solutions of nonlinear partial differential equations is presented and implemented in a computer algebraic system. Applying this method, we consider some of nonlinear partial differential equations of special interest in nanobiosciences and biophysics namely, the transmission line models of microtubules for nano-ionic currents. The nonlinear equations elaborated here are quite original and first proposed in the context of important nanosciences problems related with cell signaling. It could be even of basic importance for explanation of cognitive processes in neurons. As results, we can successfully recover the previously known solitary wave solutions that had been found by other sophisticated methods. The method is straightforward and concise, and it can also be applied to other nonlinear equations in physics.     

Periodic solutions of nonlinear differential equations involving the method of scalar nonlinearities

Summary The recently developed method of scalar nonlinearities is applied to establish a new type of existence proof for periodic solutions of nonlinear differential equations. It is proved that given a periodic solution of a certain linear differential equation whose coefficients are subject to some nonlinear constraint, a nonlinear differential equation, which is closely related to the linear one, has a periodic solution (of the same period) as well. While, in general, the nonlinear equation will not be explicitly resolvable, the linear equation (with constraint) will allow for explicitly given solutions.The proof is carried out by constructing a homotopy (between appropriately chosen integral operators) and is based on Leray-Schauder theory. Thus, an essential hypothesis is the a-priori boundedness of certain intermediate problems. The very definition of the homotopy, which seems to be unprecedented in the literature, bears resemblance with the introduction of Dirac's-function.The theory is applied to Duffing's equation, resulting in an abstract existence statement as well as the explicit construction of numerically tractable intermediate problems.     

Approximate explicit solution of Camassa-Holm equation by He’s homotopy perturbation method

In this paper, the homotopy perturbation method (HPM) is employed to solve Camassa-Holm equation. Approximate explicit solution is obtained. Comparing the approximate solution with its exact solution shows the applicability, accuracy and efficiency of HPM in solving nonlinear differential equations. It is predicted that HPM can be widely applied in applied mathematics and engineering problems.     

Nonlinear generalized functions and jump conditions for a standard one pressure liquid–gas model

The mixture of a liquid and a gas is classically represented by one pressure models. These models are a system of PDEs in nonconservative form and shock wave solutions do not make sense within the theory of distributions: they give rise to products of distributions that are not defined within distribution theory. But they make sense by applying a theory of nonlinear generalized functions to these equations. In contrast to the familiar case of conservative systems the jump conditions cannot be calculated a priori. Jump conditions for these nonconservative systems can be obtained using the theory of nonlinear generalized functions by inserting some adequate physical information into the equations. The physical information that we propose to insert for the one pressure models of a mixture of a liquid and a gas is a natural mathematical expression in the theory of nonlinear generalized functions of the fact that liquids are practically incompressible while gases are very compressible, and so they do not satisfy equally well their respective state laws on the shock waves. This modelization gives well defined explicit jump conditions. The great numerical difficulty for solving numerically nonconservative systems is due to the fact that slightly different numerical schemes can give significantly different results. The jump conditions obtained above permit to select the numerical schemes and validate those that give numerical solutions that satisfy these jump conditions, which can be an important piece of information in the absence of other explicit discontinuous solutions and of precise observational results. We expose with care the mathematical originality of the theory of nonlinear generalized functions (an original abstract analysis issued by the Leopoldo Nachbin team on infinite dimensional holomorphy) that permits to state mathematically physical facts that cannot be formulated within distribution theory, and are the key for the removal of “ambiguities” that classically appear when one tries to calculate on “multiplications of distributions” that occur in the differential equations of physics.     

Global dynamics of one class of nonlinear nonautonomous systems with time-varying delays

A class of nonautonomous systems of nonlinear delay differential equations was studied via construction of matrix inequalities and comparison techniques. The results for the nonautonomous systems with time-varying delays are novel, e.g., the global stability of differential equations with nonlinear (casual) Volterra operators is considered for the first time in the literature. Criteria obtained for permanence and global attractivity are explicit and hence are convenient for applying/verifying in practice. We illustrate applications of the results obtained to the nonautonomous and asymptotically autonomous Nicholson-type models.     

A new analytical technique to solve Volterra's integral equations

The purpose of the present paper is to show that the well‐known homotopy analysis method for solving ordinary and partial differential equations can be applied to solve linear and nonlinear integral equations of Volterra's type with high accuracy as well. Comparison of the present method with Adomian decomposition method (ADM), a well‐known method to solve integral equations, reveals that the ADM is only especial case of the present method. Furthermore, some illustrating examples such as linear, nonlinear and singular integral equations of Volterra's type are given to show high efficiency with reliable accuracy of the method. Copyright © 2011 John Wiley & Sons, Ltd.     

New explicit global asymptotic stability criteria for higher order difference equations

New explicit sufficient conditions for the asymptotic stability of the zero solution of higher order difference equations are obtained. These criteria can be applied to autonomous and nonautonomous equations. The celebrated Clark asymptotic stability criterion is improved. Also, applications to models from mathematical biology and macroeconomics are given.     

Comparison theorems for scalar and vector second order nonlinear ordinary differential equations and inequalities

The study of a particular two-dimensional system of second-order ordinary differential equations with nonlinear monotone coefficients led to the results in this paper. Systematic use of the Picone identity is made. The techniques when applied to scalar equations generalize a comparison result of Bobisud and Grimmer and Waltman, and further, can be applied to certain functional differential equations. The natural extension to higher dimensions is given. Finally, a comparison theorem for the original system is given along with its relationship to a corresponding boundary value problem.     

Numerical integrators based on modified differential equations

Inspired by the theory of modified equations (backward error analysis), a new approach to high-order, structure-preserving numerical integrators for ordinary differential equations is developed. This approach is illustrated with the implicit midpoint rule applied to the full dynamics of the free rigid body. Special attention is paid to methods represented as B-series, for which explicit formulae for the modified differential equation are given. A new composition law on B-series, called substitution law, is presented.

     

Laplace transform for the solution of higher order deformation equations arising in the homotopy analysis method

A new analytic approach for solving nonlinear ordinary differential equations with initial conditions is proposed. First, the homotopy analysis method is used to transform a nonlinear differential equation into a system of linear differential equations; then, the Laplace transform method is applied to solve the resulting linear initial value problems; finally, the solutions to the linear initial value problems are employed to form a convergent series solution to the given problem. The main advantage of the new approach is that it provides an effective way to solve the higher order deformation equations arising in the homotopy analysis method.